Delivering individual customer orders from US to EU

Hi,
I'm starting a new company selling an innovative new product and will be focusing on direct sales through the web at first. I have a mailing list of potential customers already, many of whom are in the EU. I've noticed a lot of similar companies to mine don't deliver product overseas.

As I am based in the US, what are the challenges shipping overseas besides EU customers having to pay more for shipping? Will they have to pay customs too?

Mine is also an electronic product, so I understand I will have to be certified in the EU.

What carrier is recommended? Or, is it better to set up a distriubtion center in the EU right away? Is this too big a challenge to handle at the onset of a new company?

Thank you in advance.